Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47377.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45979.31 Kr¶

PnL: ---------------------------------------> -909.26 Kr¶

DD now: ---------------------------------> -2.576 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:17:36.512115'

Anic Portfolio¶

Today¶

Return: -0.315 %¶

This Week¶

Return: -0.315 %¶

Total¶

Return: 55.101 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3135.000000 208.000000 7.110000 2927.000000
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
HMS Networks 2 -1.180000 770.800000 97.800000 14.530000 673.000000
Nordea Bank Abp 29 -0.080000 3511.900000 57.900000 1.680000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -2.740000 397.200000 42.200000 11.890000 355.000000
SAAB B 8 -0.370000 3407.200000 30.200000 0.890000 3377.000000
Resurs Holding 22 -1.050000 603.680000 29.680000 5.170000 573.999998
Swedbank A 3 -0.410000 586.950000 22.950000 4.070000 564.000000
AcadeMedia 12 -0.040000 579.120000 22.120000 3.970000 557.000004
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 -0.430000 585.480000 15.480000 2.720000 570.000000
Corem Property Group B 59 -3.560000 591.770000 14.770000 2.560000 576.999999
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -1.120000 254.160000 8.160000 3.320000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -1.180000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Boozt 12 -1.150000 1651.200000 -2.800000 -0.170000 1653.999996
Handelsbanken A 5 -0.420000 538.000000 -8.000000 -1.470000 546.000000
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -0.310000 508.040000 -25.960000 -4.860000 533.999999
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 0.410000 536.600000 -37.400000 -6.520000 574.000000
Vivesto 1368 2.370000 567.170000 -45.830000 -7.480000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.750000 2761.200000 -209.800000 -7.060000 2971.000006
OX2 18 -0.870000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.670000 3490.500000 -265.500000 -7.070000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45979.310000 -909.260000 -2.5757% 46888.564618

Updated:¶

'2023-01-30 09:17:49.450780'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶